State-owned Commercial Bank Credit Risk Control Analysis

Our commercial banks, especially the state-owned banks, have so lowly qualitative credit assets and highly bad loan ratio that credit risk becomes the biggest financial risk of our country. After entering WTO, with the process of globalization and integration of finance, the banking of our country will sufer the more rigorous challenge. It is an important research subject of the financial circle in our country how to improve the credit risk management level of our banks.This article consists of two major parts. First, on the empirical basis,I analysis the status quo of the credit risk of our state-owned commercial banks. Then, According to data conclusions, Providing the countermeasures on credit risk measurement methods. The following is a brief account of two parts.A set of sicentific evalution on commercial bank's credit risk is favorable for prediction and control of the bank's credit risks, the comparion of management status among diferent banks, and establishment of reasonable competition mechanism. It will help creditors and investors comprehend performance of banks, and mairntain stability of the financial syeteem.Based on the analysis of the relevant studies, this thesis puts forward the principles for the evaluation system and sets up a four- factors model for evaluation.they are capital adequacy levels, asset quality, liquidity level, and profits. Then, based on the main ingredients analytical methods, used for calculating SPSS softwere, the artiacle draw the relevant conclusions.Then, on the conclusions, This dissertation devotes major eforts to systematically study the most four influential modern models of credit risk measurement -----Credithletrics model, KMV model, CreditPortfolioView model,and CreditMetrics+ model. At the same time,...